+830.2%
COHR vs FLEX
+481.3%
+348.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | -1.4% |
| 7D | +8.3% | +5.7% | +2.6% | +3.7% |
| 30D | -14.1% | -7.0% | -7.1% | -8.6% |
| 3M | -16.0% | -23.8% | +7.8% | +4.7% |
| 6M | +21.5% | +82.6% | -61.2% | -31.6% |
| YTD | +65.4% | +91.6% | -26.2% | -10.1% |
| 1Y | +195.0% | +100.6% | +94.5% | +52.5% |
| 3Y | +830.2% | +479.8% | +350.4% | +173.6% |
| All | +830.2% | +481.3% | +348.8% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling